DATA

SOURCES

Finance:

WRDS Wharton Research Data Services

http://proxy.library.mcgill.ca/login?url=http://wrds-web.wharton.upenn.edu/wrds/connect/

McGill Library subscription.

To access the database enter your McGill email address and WRDS will send you a temporary
24-hour password. Theres no limit to the number of passwords you can request.
Several output formats:
fixed-width text (*.txt) SAS Windows_32 dataset (*.sas7bdat)
comma-delimited text (*.csv) SAS Windows_64 dataset (*.sas7bdat)
Excel spreadsheet (*.xlsx) SAS Solaris_64 dataset (*.sas7bdat)
tab-delimited text (*.txt) dBase file (*.dbf)
HTML table (*.htm) STATA file (*.dta)
SPSS file (*.sav)


Selected datasets:
o Audit Analytics
Detailed audit information on over 1,200 accounting firms and 15,000 publicly
registered companies. Know who is auditing whom and how much they are paying for
what services. Create reports by auditor, fees, location, industry and more.
o Bank Regulatory
Database contains five databases for regulated depository financial institutions in the
US. These databases provide accounting data for bank holding companies, commercial
banks, savings banks, and savings and loans institutions.
o Blockholders
Standardized data for blockholders of 1,913 companies (primarily US).
o COMPUSTAT
Fundamentals and security data for companies in North America and globally.
Includes also executive compensation data.
Extensive historical data (some back to 1950).
o CRSP
End-of-day and month-end prices on primary listings for the NYSE, NYSE MKT, NASDAQ,
and Arca exchanges, along with basic market indices
Extensive historical data (some data back to 1925)
o Dow Jones
Monthly and daily averages of the Dow Jones Composite and Industrial.
o Federal Reserve Bank
Data from the US Federal Reserve Bank
Interest rates, foreign exchange rates data back to 1971
o GMI Ratings
Used for analyzing, modeling and assessing governance, compensation and performance
practices. Ratings for CEOs, Companies, and Directors
 o IBES
Institutional Brokers Estimates System provides consensus and detail forecasts from
security analysts, including earnings per share, revenue, cash flow, long-term growth
projections and stock recommendations.
o KLD
Social ratings for companies in the DS400
o Mergent FISD
Database of publicly-offered U.S. bond data.
o OptionsMetrics
Source of historical price and implied volatility data for the US and major European
equity and index options markets.
o Public
Public data sources entered in the WRDS platform. Data is converted into a consistent
format.
Data includes information from :
Bureau of Economic Analysis (US) (e.g. GDP, national accounts)
Bureau of Labor Statistics (US) (e.g. CPI, PPI etc.)
HCUP - Healthcare Cost and Utilization Project. Data from the National
Inpatient Sample. It examines individuals as patients, covering information
about procedures and diagnoses during hospital inpatient stays and emergency
department visits.
MEPS - Medical Expenditure Panel Survey. Insurance coverage, and the use
and cost of health services. Includes also insurance tables, covering employers
in the private sector and state and local governments on the health insurance
coverage offered to their employees.
NYC Yellow Tax Trips
o TAQ
Intraday stock price data for NYSE, AMEX, and NASDAQ

Economics:

American Economic Association (AEA) http://www.aeaweb.org/RFE/toc.php?show=complete

US and World macro economic data

National Bureau of Economic Research (NBER) http://www.nber.org/data/

US macro data across finance, economics, trade, industry with deep back runs
Bank of Canada
Price indexes: http://www.bankofcanada.ca/rates/price-indexes/

CPI 2000-present
Inflation: http://www.bankofcanada.ca/core-functions/monetary-policy/inflation/#data
Securities Auctions: http://www.bankofcanada.ca/markets/government-securities-
auctions/#data
 Bank of Canada holdings, Government of Canada Treasury Bills, Real Return Bonds,
Securities and Loans
Interest rates: http://www.bankofcanada.ca/rates/interest-rates/
EconData University of Maryland http://inforumweb.umd.edu/econdata/econdata.html

Thousands of US economic times series

National income, labor statistics, price indices, industrial production and business
indicators
Time series
Bureau of Economic Analysis http://bea.gov/

US economic accounts
National, regional and some international
Time series
Bureau of Labor Statistics (BLS) http://www.bls.gov/

Comprehensive data access to US employment, inflation & prices, pay & benefits,
productivity, international, employment projections
Time series
St Louis Federal Reserve Board http://research.stlouisfed.org/fred2/

Almost 300,000 US and International time series from over 80 sources

Polling Data:

Roper Center for Public Opinion Research
http://www.ropercenter.uconn.edu/CFIDE/cf/action/home/index.cfm

International polling data (mostly US national polls)

1935-present

Canada:

Statistics Canada

CANSIM http://www5.statcan.gc.ca/cansim/home-accueil?lang=eng
o Canadas key socioeconomic database
o 38 million times series
<odesi> http://search1.odesi.ca/#/
 o McGill library subscription
o Access to Stats Can aggregate and microdata and other product disseminated
through the Librarys partiipcation in the Data Liberation Initiative
Canada Census Analyzer http://datacenter.chass.utoronto.ca/census/index.html
o Easy customized access to Canadian Census data

Quebec government database of official Statistics on Quebec
http://www.bdso.gouv.qc.ca/pls/ken/Ken211_Page_Accu.page_accu?p_iden_tran=REPERHF3L
3X50-44772646811wMMY4&p_lang=2

Statistics pertaining to Quebec across all sectors

United States:

US government contracts https://www.usaspending.gov/Pages/Default.aspx
Data ferret h http://dataferrett.census.gov/

Data analysis and extraction tool to discover, access and customize US federal, state and
local data
US campaign contributions and lobbying reports http://data.influenceexplorer.com/#
US Census: http://www.census.gov/2010census/data/

Aggregate US Census data

For easier extraction please consider using American FactFinder :
http://factfinder.census.gov/faces/nav/jsf/pages/index.xhtml

ICPSR https://www.icpsr.umich.edu/icpsrweb/landing.jsp

US microdata from US government as well as researcher deposits

One of the worlds largest social science data archives
SAS, Stata, SPSS file formats
Data.gov

200,000+ datasets (US)

geospatial and numeric
US Education http://nces.ed.gov/ccd/elsi/tableGenerator.aspx

New York https://data.cityofnewyork.us/

Montreal:

Montreal Open Data Portal http://donnees.ville.montreal.qc.ca/

Open data for the City of Montreal ranging across many areas such as organization &
administration, sports, leisure, culture, infrastructure, environment, finance, public
safety, elections, etc.
Mostly Excel/CSV files

International:

World bank
http://datacatalog.worldbank.org/
http://data.worldbank.org/indicator

Open World Bank Data including World Development Indicators, GDP ranking, country
profiles, education statistics, gender statistics, African Development Indicators,
International Debt Statistics. Etc
IMF Data http://www.imf.org/external/data.htm

Open International Monetary Fund data including Balance of Payment Statistics,

Direction of Trade Statistics, Government Finance Statistics, International Finance
Statistics
OECD Library http://www.oecd-ilibrary.org.proxy3.library.mcgill.ca/

McGill Library subscription

Interdisciplinary country-level data for OECD countries
Time-series
Country level
UNdata http://data.un.org/
Key statistics from the broad range of statistical offices found throughout the UN system.
Coverage varies by measure, but can go back to 1950.

Sports:

https://www.spreadsheet-sports.com/
http://www.fangraphs.com/


Health:

GHDx http://ghdx.healthdata.org/

USDA (United States Department of Agriculture) http://ers.usda.gov/foodatlas/

Centers for disease control http://www.cdc.gov/DataStatistics/

Canadian Institute for Health Information (CIHI) https://www.cihi.ca/en
Public Health Agency of Canada http://www.phac-aspc.gc.ca/index-
eng.php?utm_source=VanityURL&utm_medium=URL&utm_campaign=publichealth.gc.ca

Science:

National Oceanic and Atmospheric Administration (NOAA) http://www.ncdc.noaa.gov/

Additional Resources:

Google trends
http://www.searchenginejournal.com/google-trends-updated-to-provide-minute-by-minute-
data-on-trending-searches/134817/
http://googleblog.blogspot.ca/2015/06/a-new-window-into-our-world-with-
real.html?utm_source=feedburner&utm_medium=feed&utm_campaign=Feed:+blogspot/MKuf
+(Official+Google+Blog)
Google trends datastore
Many newsrooms are already using Google data to inform and shape their reporting. Here are a
few examples:
The Washington Post launched an interactive data visualization on climate change
where viewers can discover the most pressing environmental issues in various cities.
The Guardian and Buzzfeed used Trends data to tell the story of the recent U.K. election;
Buzzfeedproduced a map of most-searched party leader in each constituency, and the Guardian
used trends during the campaign to showcase what voters were asking Google about the
candidates.
HLN integrated Google Trends data into their television programming during LGBT Pride
Month to explore when terms like transgender became widely used around the world.
 CNN Politics published monthly updates on search interest and top questions around
U.S. Presidential candidates as they announce their candidacy.
Were excited to contribute to the growing trend of data-driven storytelling. Watch our video to
hear from some of our partners about the role data plays in their work, and how they're helping
shape the future of the field:
https://www.youtube.com/watch?v=TA_tNh0LMEs
Google Finance https://www.google.com/finance

Google Trends http://www.google.com/trends?q=google&ctab=0&geo=all&date=all&sort=0
Guardian Datablog http://www.theguardian.com/data
CBOE Futures Exchange http://cfe.cboe.com/Data/
OANDA http://www.oanda.com/
Quandl http://www.quandl.com/
Yahoo Finance http://finance.yahoo.com/
Gapminder http://www.gapminder.org/data/